CVST: Fast Cross-Validation via Sequential Testing

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This package implements the fast cross-validation via sequential testing (CVST) procedure. CVST is an improved cross-validation procedure which uses non-parametric testing coupled with sequential analysis to determine the best parameter set on linearly increasing subsets of the data. By eliminating underperforming candidates quickly and keeping promising candidates as long as possible, the method speeds up the computation while preserving the capability of a full cross-validation. Additionally to the CVST the package contains an implementation of the ordinary k-fold cross-validation with a flexible and powerful set of helper objects and methods to handle the overall model selection process. The implementations of the Cochran's Q test with permutations and the sequential testing framework of Wald are generic and can therefore also be used in other contexts.

Author
Tammo Krueger, Mikio Braun
Date of publication
2013-12-10 14:50:04
Maintainer
Tammo Krueger <tammokrueger@googlemail.com>
License
GPL (>= 2.0)
Version
0.2-1

View on CRAN

Man pages

cochranq.test
Cochran's Q Test with Permutation
constructCVSTModel
Setup for a CVST Run.
constructData
Construction and Handling of 'CVST.data' Objects
constructLearner
Construction of Specific Learners for CVST
constructParams
Construct a Grid of Parameters
constructSequentialTest
Construct and Handle Sequential Tests.
CV
Perform a k-fold Cross-validation
CVST-package
Fast Cross-Validation via Sequential Testing
fastCV
The Fast Cross-Validation via Sequential Testing (CVST)...
noisyDonoho
Generate Donoho's Toy Data Sets
noisySine
Regression and Classification Toy Data Set

Files in this package

CVST
CVST/NAMESPACE
CVST/R
CVST/R/methods.R
CVST/R/CV.R
CVST/R/util.R
CVST/README.md
CVST/MD5
CVST/DESCRIPTION
CVST/man
CVST/man/CVST-package.Rd
CVST/man/constructLearner.Rd
CVST/man/constructSequentialTest.Rd
CVST/man/fastCV.Rd
CVST/man/constructData.Rd
CVST/man/CV.Rd
CVST/man/noisySine.Rd
CVST/man/constructParams.Rd
CVST/man/noisyDonoho.Rd
CVST/man/constructCVSTModel.Rd
CVST/man/cochranq.test.Rd